Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-05-25 0.344541 0.377562 0.413693 0.456403 0.505830 0.561622 0.629920
2025-06-01 0.303415 0.345739 0.394836 0.456746 0.533824 0.628149 0.754794
2025-06-08 0.282316 0.331700 0.391721 0.471556 0.577397 0.716691 0.920863
2025-06-15 0.262072 0.315273 0.382334 0.475451 0.605529 0.787842 1.077261
2025-06-22 0.243432 0.298383 0.369707 0.472297 0.622077 0.843853 1.222505
2025-06-29 0.228121 0.284095 0.358588 0.469090 0.636917 0.898319 1.376957
2025-07-06 0.211498 0.266535 0.341174 0.454534 0.632083 0.920060 1.478873
2025-07-13 0.203958 0.260662 0.339308 0.462203 0.662133 1.003460 1.718320
2025-07-20 0.196904 0.254828 0.336811 0.468312 0.689984 1.087580 1.986754
2025-07-27 0.188250 0.246066 0.329231 0.465478 0.701976 1.144233 2.214367
2025-08-03 0.181735 0.239938 0.325036 0.467499 0.722434 1.220828 2.520682
2025-08-10 0.171642 0.227968 0.311131 0.452188 0.709366 1.226323 2.641718
2025-08-17 0.161396 0.215498 0.296078 0.434370 0.690818 1.219681 2.735769
2025-08-24 0.156186 0.210311 0.292058 0.435041 0.707636 1.294302 3.114884
2025-08-31 0.154258 0.209943 0.295553 0.448993 0.752341 1.443800 3.845587
2025-09-07 0.150348 0.206287 0.293462 0.452691 0.776618 1.550213 4.510895
2025-09-14 0.145442 0.200824 0.288053 0.449785 0.786453 1.621891 5.099072
2025-09-21 0.140876 0.195675 0.282857 0.446810 0.795721 1.694698 5.773513
2025-09-28 0.134694 0.187703 0.272503 0.433246 0.779599 1.691372 6.045898
2025-10-05 0.132562 0.186118 0.272889 0.440400 0.811955 1.841461 7.432170
2025-10-12 0.130294 0.184198 0.272565 0.446095 0.841745 1.994208 9.157004
2025-10-19 0.126799 0.180123 0.268263 0.443454 0.850859 2.081961 10.589835
2025-10-26 0.124215 0.177441 0.266267 0.445338 0.871634 2.218481 12.899463